In order to explain what I mean I'll have to get the D&D 5th edition version of The Curse of Strahd out. Hang on a minute. I'll be right back. This is what Bill Lear is asking about. On page 35 you'll find a map of Barovia which details 26 points of interest.
This campaign is what I would call railroads in a sandbox. With 26 locations on the map players are free to move from one Point Of Interest (POI) to another POI. They get to choose where to go and what to do. Each POI could be a single event or multiple encounters. In the case of one POI containing multiple encounters, I would call that a mini sandbox. Again, the players are free to choose where to go and what to do.
Up to this point it sounds like one big sandbox, right? Well, yes and no. Each POI has at least one railroad and sometimes more. The premise here is that the players are trying to get home and in order to do that they need to defeat Strahd. In order to defeat him they need to gather clues and obtain magic items to help weaken the vampire. So, how do we find these magic items? Railroad adventures within the sandbox. With a clear defined goal of defeating Strahd to return home, the players are being railroaded into following the story plot. They may accomplish this in any order but the DM has a big influence on where the players will go next by which clues were given at any given POI.
So, with that out of the way, I can explain what I was thinking when I said "Players want a railroad with the illusion of a sandbox." I wasn't referring to a campaign when I made that statement. I was thinking on a smaller scale of a single adventure but that could be expanded to campaign play. For the purposes of a single adventure, I was thinking more along the lines of a GUMSHOE adventure. In the case of Ashen Stars, the adventure has a clear objective set out by the contract the Lasers agreed to take on. This could apply to any adventure though.
I probably shouldn't post this next picture because I want to run this adventure and it will spoil the game for those potential players but here it is. The picture below will help explain what I mean by a railroad with the illusion of a sandbox. It is a simple flowchart, well it seemed more difficult when I made it, but it is simple nonetheless.
As you can see, this flow chart represents 13 scenes from an investigative adventure written by Robin D. Laws. The first 3 scenes are on the rails but then the players could potentially have a choice to go in two different directions. This is an illusion of choice though because they converge back to a common scene. Then they could have 3 more choices which split off in different directions (sandbox illusion) but they again converge back to a common scene. And finally, we're back on the rails again for the conclusion of the adventure. The players think it's a sandbox adventure because they have what appear to be free will choices, assuming they ask the right questions to find the clues, but you and I both know that this is a railroad. It is more of a plot-driven story than character-driven one. Sure the players have choices that affect their course through the adventure but they won't change the completion of the story.
This same method could be used for a campaign. Just make another flow chart but replace the scenes with adventures. In the beginning the GM can set them on a path (railroad) and then give them a choice of a couple of adventures to choose from. Whichever path they choose the next adventure will be back on the rails. Now you can give them 3 or more choices of adventures to pick from and they will then converge back to an adventure the GM chooses. It's a masterfully crafted railroad with the illusion of a sandbox.
Well it's late and I'm getting tired as I write this so I hope it makes sense to the 3 people who read this.
P.S. I think both of the approaches I've outlined here are excellent but I prefer the second one.